Super Regulator

You pick the device which is believed to be most susceptible -- it makes a difference for the Borbely "All FET" preamp with poor PSRR, other discrete designs, probably not as effective with an op-amp design with high PSRR.



Assume for a moment that you have 100 milliOhms of "resistance" in between the SR and the DUT. If you don't use the Sense terminals you've taken a high performance engine and turned it into a two-banger. This illustration was done using the AD825 error amplifier. With the AD797 Z out will be a couple microOhms! (But "simulated" phase margin @1.3MHz is inadequate with the AD797).
That graf was most helpful so, thanks :)
(It's on page 100)

This is a resistance calculator I found that might come in handy as well.
So for a 5cm long / 1mm thick copper wire there should be no need for
sense wires, right ? That's 1 micro Ohm.
https://www.omnicalculator.com/physics/wire-resistance
 
Maybe use a green LED and 1n4149 in series for D5 and D2 - much quieter
Have you already tried this change?
I believe that "maybe" there is a difference in D2 only.
The noise from the voltage reference (D5) is mitigated by the RC (R4+C9), even a noisy reference should not be a problem.

* at least that's what I understood following the topic in the last few days.🙃